The impulse response of a causal all-pole model of the form of Figure 11.1 and Eq. (11.3) with system parameters G and {ak} satisfies the difference equation
(a) The autocorrelation function of the impulse response of the system is
By substituting Eq. (P11.3-1) into the equation for rhh [−m], and using the fact that rhh[−m] = rhh[m] show that
(b) Using the same approach as in (a), now show that
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